+103.8%
V vs LDOS
+54.3%
+49.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | +0.8% | +1.9% | -1.1% | +0.5% |
| 30D | +9.9% | +12.8% | -2.8% | +7.5% |
| 3M | +17.5% | -1.0% | +18.5% | +17.5% |
| 6M | +33.5% | +6.2% | +27.3% | +31.2% |
| YTD | +21.6% | -23.2% | +44.8% | +26.3% |
| 1Y | +27.6% | -29.5% | +57.1% | +35.0% |
| 3Y | +76.4% | +37.1% | +39.4% | +55.0% |
| 5Y | +103.8% | +55.6% | +48.2% | +76.3% |
| All | +103.8% | +54.3% | +49.6% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling